Swap And Other Structured Products Critical Review Of Recent Development As Tool In Financial Risk Management Applications
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Swap And Other Structured Products Critical Review Of Recent Development As Tool In Financial Risk Management Applications
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Author : Frédérik Arns
language : en
Publisher: GRIN Verlag
Release Date : 2007-08
Swap And Other Structured Products Critical Review Of Recent Development As Tool In Financial Risk Management Applications written by Frédérik Arns and has been published by GRIN Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-08 with categories.
Seminar paper from the year 2006 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: A+, University of Westminster, course: Financial Derivatives, 47 entries in the bibliography, language: English, abstract: The increased volatility in the financial products world has raised concern about new possibilities of Risk Management leading into increased use of structured products. Credit derivatives are financial instruments to manage risk. They isolate such risk from the underlying financial asset. This essay, firstly, is going to examine the impact on swap products as a tool in Risk Management followed by an examination of key areas in structured products development that have experienced the strongest growth in the last decade. For both types, the current theory and pricing will be outlined followed by a demonstration of some characteristic applications in Financial Risk Management.
Risk Management
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Author : Satyajit Das
language : en
Publisher: John Wiley & Sons
Release Date : 2006
Risk Management written by Satyajit Das and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Business & Economics categories.
The Das Swaps & Financial Derivatives Library - Third Edition Revised is the successor to Swaps & Financial Derivatives, which was first published in 1989 (as Swap Financing).
Risk Management
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Author : Satyajit Das
language : en
Publisher:
Release Date : 2006
Risk Management written by Satyajit Das and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Derivative securities categories.
Swap Derivative Financing
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Author : Satyajit Das
language : en
Publisher: McGraw-Hill Companies
Release Date : 1994
Swap Derivative Financing written by Satyajit Das and has been published by McGraw-Hill Companies this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Business & Economics categories.
Addresses recent developments in the market and analyzes new swap structures. Explains the banking innovations, techniques and players that spawned this financial revolution. Specific topics include: The structure and operation of all major swap markets in North America, Europe and Asia; The economics and pricing of a wide variety of swap structures; Techniques for hedging swaps and managing a swap inventory; Using swaps to access low-cost funding and to manage asset/liability positions; Accounting, taxation, legal and documentary issues.
Behind The Swap
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Author : Andrew DeJoy
language : en
Publisher: Simon and Schuster
Release Date : 2022-05-10
Behind The Swap written by Andrew DeJoy and has been published by Simon and Schuster this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-05-10 with Business & Economics categories.
Andrew DeJoy’s Behind the Swap examines the risks involved in post-trade processing in swaps and derivative markets, and provides solutions to better control those risks. While Andrew doesn’t claim to have all the answers, he does believe there is a way to create a safer, stronger, and better financial system for all stakeholders. In August of 2020, Citibank made one of the worst mistakes in banking history: it accidently sent out almost $900 million of its own funds. Many of the recipients didn’t give back the money. Citibank sued. And a federal court ruled that the recipients could keep the funds. Citibank’s error is not surprising. The underlying contributors that led to the mistaken payment permeate the global financial services industry. Manual data entry, decades old technological infrastructure, inadequate training, and systems that can’t interact with one another are just a few of the problems that face post-trade processing—the machinery behind financial markets. Unfortunately, years of neglect by regulators and financial institutions themselves has left this infrastructure needlessly complex, astoundingly inefficient, frequently inaccurate, and woefully inadequate for modern financial markets. Behind the Swap helps explain what’s driving the recent series of banking blunders like Barclay’s $678 million clerical error, and Citibank’s fat-finger Flash Crash that caused an 8% decline in the Swedish stock market. The book also touches on concepts that readily connect to Credit Suisse’s $5.5 billion loss on its trades with Archegos. The problems are easy to see but difficult to admit. For financial institutions, the current system costs billions of dollars each year in labor, systems maintenance, and lost funds. For regulators, the current system precludes the ability to track systemic risk. It also artificially inflates the stability of the global financial system. For lawyers and prosecutors, the current system allows ample opportunity for unlawful misconduct such as rogue trading and fraud.
Financial Derivative Investments An Introduction To Structured Products
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Author : Richard Bateson
language : en
Publisher: World Scientific Publishing Company
Release Date : 2011-06-07
Financial Derivative Investments An Introduction To Structured Products written by Richard Bateson and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-06-07 with Business & Economics categories.
Structured products are sold to a wide range of retail, high net worth and institutional investors, with over £15bn of structured investments sold in the UK in 2009. Based on a non-specialist graduate lecture course given at University College London (UCL), this book provides an invaluable introduction to the fast growing world of derivative investments and the technology used in their design, pricing and structuring. The book gives a comprehensive overview of structuring and trading products based on the author's extensive international experience in structuring investment products across a range of underlying asset classes, including equities, interest rates, credit and hybrids. The product coverage ranges from equity investments such as reverse convertibles and basket correlation products, to credit products such as first-to-default notes and the notorious “CDO2”.Written in a simple and accessible manner, this book will be of interest to students, bankers, investors and other finance professionals./a
The Risk Of Investment Products
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Author : Michael Chak Sham Wong
language : en
Publisher: World Scientific
Release Date : 2011
The Risk Of Investment Products written by Michael Chak Sham Wong and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Business & Economics categories.
1. Bank risk management in emerging markets after the enhanced Basel rules -- 2. Product VaR modeling -- 3. Is it all about disclosure? Regulating structured financial products after the Lehman Brothers minibonds saga -- 4. Regulation of over-the-counter derivatives in Australia -- 5. Credit derivatives : understanding their characteristics and risk potential -- 6. A new framework for asset-backed securities (ABSs) -- 7. Risk management of collateralized debt obligations -- 8. Financial leverage risk : new definition and empirical illustration -- 9. Enabling technology for more pervasive and responsive market risk management systems -- 10. A new method of stress testing investment products
Agriculture Rural Development Food And Drug Administration And Related Agencies Appropriations For 2017 Statements Of Interested Individuals And Organizations
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Author : United States. Congress. House. Committee on Appropriations. Subcommittee on Agriculture, Rural Development, Food and Drug Administration, and Related Agencies
language : en
Publisher:
Release Date : 2016
Agriculture Rural Development Food And Drug Administration And Related Agencies Appropriations For 2017 Statements Of Interested Individuals And Organizations written by United States. Congress. House. Committee on Appropriations. Subcommittee on Agriculture, Rural Development, Food and Drug Administration, and Related Agencies and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with Rural development categories.
Risk Management And Regulation
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Author : Tobias Adrian
language : en
Publisher: International Monetary Fund
Release Date : 2018-08-01
Risk Management And Regulation written by Tobias Adrian and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-08-01 with Business & Economics categories.
The evolution of risk management has resulted from the interplay of financial crises, risk management practices, and regulatory actions. In the 1970s, research lay the intellectual foundations for the risk management practices that were systematically implemented in the 1980s as bond trading revolutionized Wall Street. Quants developed dynamic hedging, Value-at-Risk, and credit risk models based on the insights of financial economics. In parallel, the Basel I framework created a level playing field among banks across countries. Following the 1987 stock market crash, the near failure of Salomon Brothers, and the failure of Drexel Burnham Lambert, in 1996 the Basel Committee on Banking Supervision published the Market Risk Amendment to the Basel I Capital Accord; the amendment went into effect in 1998. It led to a migration of bank risk management practices toward market risk regulations. The framework was further developed in the Basel II Accord, which, however, from the very beginning, was labeled as being procyclical due to the reliance of capital requirements on contemporaneous volatility estimates. Indeed, the failure to measure and manage risk adequately can be viewed as a key contributor to the 2008 global financial crisis. Subsequent innovations in risk management practices have been dominated by regulatory innovations, including capital and liquidity stress testing, macroprudential surcharges, resolution regimes, and countercyclical capital requirements.
Risk Management And Regulation
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Author : Tobias Adrian
language : en
Publisher: International Monetary Fund
Release Date : 2018-08-01
Risk Management And Regulation written by Tobias Adrian and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-08-01 with Business & Economics categories.
The evolution of risk management has resulted from the interplay of financial crises, risk management practices, and regulatory actions. In the 1970s, research lay the intellectual foundations for the risk management practices that were systematically implemented in the 1980s as bond trading revolutionized Wall Street. Quants developed dynamic hedging, Value-at-Risk, and credit risk models based on the insights of financial economics. In parallel, the Basel I framework created a level playing field among banks across countries. Following the 1987 stock market crash, the near failure of Salomon Brothers, and the failure of Drexel Burnham Lambert, in 1996 the Basel Committee on Banking Supervision published the Market Risk Amendment to the Basel I Capital Accord; the amendment went into effect in 1998. It led to a migration of bank risk management practices toward market risk regulations. The framework was further developed in the Basel II Accord, which, however, from the very beginning, was labeled as being procyclical due to the reliance of capital requirements on contemporaneous volatility estimates. Indeed, the failure to measure and manage risk adequately can be viewed as a key contributor to the 2008 global financial crisis. Subsequent innovations in risk management practices have been dominated by regulatory innovations, including capital and liquidity stress testing, macroprudential surcharges, resolution regimes, and countercyclical capital requirements.